@article{ART002869886},
author={Doo-Won Kang and So-Yeop Yoo and Ha-Young Lee and Ok-Ran Jeong},
title={A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis},
journal={Journal of The Korea Society of Computer and Information},
issn={1598-849X},
year={2022},
volume={27},
number={8},
pages={31-39},
doi={10.9708/jksci.2022.27.08.031}
TY - JOUR
AU - Doo-Won Kang
AU - So-Yeop Yoo
AU - Ha-Young Lee
AU - Ok-Ran Jeong
TI - A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis
JO - Journal of The Korea Society of Computer and Information
PY - 2022
VL - 27
IS - 8
PB - The Korean Society Of Computer And Information
SP - 31
EP - 39
SN - 1598-849X
AB - Stock prices are influenced by a number of external factors, such as laws and trends, as well as number-based internal factors such as trading volume and closing prices. Since many factors affect stock prices, it is very difficult to accurately predict stock prices using only fragmentary stock data. In particular, since the value of a company is greatly affected by the perception of people who actually trade stocks, emotional information about a specific company is considered an important factor. In this paper, we propose a deep learning-based stock price prediction model using sentiment analysis with news data considering temporal characteristics. Stock and news data, two heterogeneous data with different characteristics, are integrated according to time scale and used as input to the model, and the effect of time scale and sentiment index on stock price prediction is finally compared and analyzed. Also, we verify that the accuracy of the proposed model is improved through comparative experiments with existing models.
KW - Stock Price Forecasting;LSTM;ResNet;Sentiment Analysis;Text Summarization
DO - 10.9708/jksci.2022.27.08.031
ER -
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee and Ok-Ran Jeong. (2022). A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis. Journal of The Korea Society of Computer and Information, 27(8), 31-39.
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee and Ok-Ran Jeong. 2022, "A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis", Journal of The Korea Society of Computer and Information, vol.27, no.8 pp.31-39. Available from: doi:10.9708/jksci.2022.27.08.031
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee, Ok-Ran Jeong "A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis" Journal of The Korea Society of Computer and Information 27.8 pp.31-39 (2022) : 31.
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee, Ok-Ran Jeong. A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis. 2022; 27(8), 31-39. Available from: doi:10.9708/jksci.2022.27.08.031
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee and Ok-Ran Jeong. "A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis" Journal of The Korea Society of Computer and Information 27, no.8 (2022) : 31-39.doi: 10.9708/jksci.2022.27.08.031
Doo-Won Kang; So-Yeop Yoo; Ha-Young Lee; Ok-Ran Jeong. A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis. Journal of The Korea Society of Computer and Information, 27(8), 31-39. doi: 10.9708/jksci.2022.27.08.031
Doo-Won Kang; So-Yeop Yoo; Ha-Young Lee; Ok-Ran Jeong. A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis. Journal of The Korea Society of Computer and Information. 2022; 27(8) 31-39. doi: 10.9708/jksci.2022.27.08.031
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee, Ok-Ran Jeong. A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis. 2022; 27(8), 31-39. Available from: doi:10.9708/jksci.2022.27.08.031
Doo-Won Kang, So-Yeop Yoo, Ha-Young Lee and Ok-Ran Jeong. "A study on Deep Learning-based Stock Price Prediction using News Sentiment Analysis" Journal of The Korea Society of Computer and Information 27, no.8 (2022) : 31-39.doi: 10.9708/jksci.2022.27.08.031